Philippine President Rodrigo Duterte has said that he would prefer to face a firing squad than be jailed, as he faces an investigation by the International Criminal Court for crimes against humanity.

Duterte is set to be investigated by the Hague court over the deaths of thousands of Filipinos as a result of his ferocious 'war on drugs'.

Speaking during a press conference in his native country, the president addressed the ICC saying 'If you want to find me guilty, go ahead.'

Accused: Philippine President Rodrigo Duterte gestures as he speaks about the allegations during a press conference in Davao City, in the southern island of Mindanao

The firebrand leader also whether the ICC had jurisdiction to indict him over the deaths of thousands of Filipinos in his war on drugs. He denied ever giving an order to police to kill drug suspects.

ICC Prosecutor Fatou Bensouda said on Thursday the preliminary examination into Duterte's campaign sought to establish whether it had the jurisdiction, and if crimes against humanity had been committed.

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'I would ask for the rare privilege of talking to you. Just the two of us in the room,' Duterte said during the news conference, referring to Bensouda.

'I welcome you. If you want to find me guilty, go ahead. So be it. Find a country where they kill people with a firing squad and I'm ready.

'If you haul me into a rigmarole of trial and trial, no need. Go ahead and proceed in your investigation. Find me guilty, of course. You can do that.'

Controversial: Duterte is set to be investigated by the International Criminal Court in the Hague over the deaths of thousands of Filipinos in his war on drugs

About 4,000 mostly urban poor Filipinos have been killed by police in Duterte's signature campaign that has alarmed the international community.

Activists believe the death toll is far higher and accuse police or systematic cover-ups and executions. Police and the government dismiss that.

The examination is the first formal step the ICC prosecutor takes when considering whether a situation in a member state could eventually lead to charges. The process may take years.

Central to whether it proceeds is if the court has jurisdiction, since it can only prosecute crimes when a member state fails to do so.

Duterte's legal counsel and his attorney general on Friday said several cases related to the anti-drugs crackdown were pending in courts and a Senate investigation had found no evidence of wrongdoing.

The ICC complaints came from a lawyer and two lawmakers and include the accounts of two self-confessed hit men who say they killed at Duterte's behest when he was a city mayor, and public statements he made as president that they say amounted to 'shoot-to-kill' orders.

Duterte said it was doubtful the ICC had jurisdiction in the Philippines because its accession to the ICC's Rome Statute in 2011 had never been announced in the country's official gazette, as required to be considered lawful.

He also vented his anger at allegations of extrajudicial killings during his campaign, saying the term could not be defined.

'What is extrajudicial killing?' he said. 'There is no provision for extrajudicial killing, it is not defined anywhere.'